-4.2%
ROL vs RNG
-70.2%
+66.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.3% | -4.1% | +0.8% | -3.1% |
| 30D | -7.2% | +8.6% | -15.9% | -7.6% |
| 3M | -27.0% | +78.0% | -104.9% | -29.3% |
| 6M | -39.5% | +67.0% | -106.5% | -41.4% |
| YTD | -41.8% | +142.4% | -184.2% | -45.2% |
| 1Y | -38.9% | +120.4% | -159.3% | -42.1% |
| 3Y | -0.4% | +122.1% | -122.5% | -7.4% |
| 5Y | -4.2% | -69.8% | +65.6% | +8.5% |
| All | -4.2% | -70.2% | +66.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling